Data for: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
Published: 8 March 2018| Version 1 | DOI: 10.17632/9kn8k22psf.1
Contributors:
Seong-Min Yoon, Rangan GuptaDescription
Returns and volatility of Brent and WTI, and OPEC announcement data.
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Economics